+14.1%
TGT vs ABCL
-79.5%
+93.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +4.3% |
| 7D | +4.7% | +12.4% | -7.7% | +3.8% |
| 30D | +8.0% | -0.4% | +8.3% | +7.7% |
| 3M | +11.7% | +80.4% | -68.7% | +5.4% |
| 6M | +34.7% | +138.5% | -103.8% | +22.7% |
| YTD | +74.4% | +265.5% | -191.1% | +51.0% |
| 1Y | +89.2% | +219.7% | -130.5% | +65.7% |
| 3Y | +73.4% | +209.4% | -136.0% | +45.4% |
| 5Y | -24.0% | -15.0% | -9.0% | -32.5% |
| All | +14.1% | -79.5% | +93.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling